The linear system 2x 1 x 2 + x 3 = 1, 2x 1 + 2x

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The linear system 2x1 − x2 + x3 = −1, 2x1 + 2x2 + 2x3 = 4, −x1 − x2 + 2x3 = −5 has the solution (1, 2,−1)t .

a. Show that ρ(Tj) = √5/2 > 1.

b. Show that the Jacobi method with x(0) = 0 fails to give a good approximation after 25 iterations.

c. Show that ρ(Tg) = 1/2 .

d. Use the Gauss-Seidel method with x(0) = 0 to approximate the solution to the linear system to within 10−5 in the l norm.

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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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